+282.9%
QCOM vs ULTA
+132.3%
+150.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +2.3% |
| 7D | +7.8% | -3.1% | +10.9% | +8.7% |
| 30D | +12.2% | +2.8% | +9.4% | +11.1% |
| 3M | -9.9% | +14.8% | -24.6% | -13.6% |
| 6M | +36.9% | -16.2% | +53.1% | +42.4% |
| YTD | +8.0% | -9.6% | +17.7% | +9.9% |
| 1Y | +15.0% | +4.8% | +10.2% | +12.0% |
| 3Y | +75.8% | +30.7% | +45.1% | +56.0% |
| 5Y | +42.2% | +45.9% | -3.7% | +21.3% |
| All | +282.9% | +132.3% | +150.6% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling